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No, there’s lots of reason people can experience things that aren’t there. It’s extremely common in fact. Full hallucinations aren’t even a sign of mental illness on their own, many people experience them. And then there’s stuff like mind altering substances, random events that your mind associates with a non-existent pattern (like the constellations), and other phenomena. None of which requires anything supernatural to be happening.

But I get it. Ghosts are kinda fun. Sometimes I like to pretend.